JackMansfield2019 / CQF_Trading_Competition
Cornell Quant Fund 2022 Trading competition Options Case winner
☆15Updated 2 years ago
Alternatives and similar repositories for CQF_Trading_Competition:
Users that are interested in CQF_Trading_Competition are comparing it to the libraries listed below
- Dispersion Trading using Options☆32Updated 7 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Delta hedging under SABR model☆27Updated 10 months ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆12Updated last year
- ☆24Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆11Updated 4 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆52Updated 6 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Updated 3 years ago
- ☆21Updated 5 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 5 years ago
- Simulation of delta hedging☆16Updated 4 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆21Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆51Updated 4 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆51Updated 2 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- ☆58Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆46Updated last year
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Dynamic portfolio optimization☆21Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆24Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆61Updated 3 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago